Anic Equity¶

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Total return since start: 0.617 %¶

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Equity now: -----------------------------> 49401.85 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45340.31 Kr¶

PnL: ---------------------------------------> 284.31 Kr¶

DD now: ---------------------------------> -7.0 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 10:02:58.928652'

Anic Portfolio¶

This Week¶

Return: 0.195 %¶

Total portfolio value¶

Return including deposits: 61.721 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.090000 1666.260000 197.260000 13.430000 1468.999998
Orrön Energy 180 0.780000 2219.400000 176.400000 8.630000 2043.000000
Sedana Medical 93 -2.520000 2594.700000 73.700000 2.920000 2521.000011
Atrium Ljungberg B 5 -0.400000 991.000000 56.000000 5.990000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hexatronic Group 12 0.140000 1003.200000 36.200000 3.740000 966.999996
Sagax B 4 -0.940000 888.800000 34.800000 4.070000 854.000000
JM 6 -0.530000 897.600000 33.600000 3.890000 864.000000
Hoist Finance 35 -0.520000 1011.500000 31.500000 3.210000 980.000000
Catena 2 -1.960000 822.400000 30.400000 3.840000 792.000000
VEF 909 -1.620000 1877.990000 27.990000 1.510000 1850.000436
OX2 13 1.700000 971.100000 21.100000 2.220000 949.999999
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
HEXPOL B 9 0.440000 1032.300000 11.300000 1.110000 1020.999996
BioGaia B 8 -1.010000 940.800000 10.800000 1.160000 930.000000
Gränges 9 -0.380000 938.700000 10.700000 1.150000 927.999999
Bilia A 8 -0.610000 910.400000 10.400000 1.160000 900.000000
Byggmax Group 33 -0.750000 966.240000 10.240000 1.070000 956.000001
AcadeMedia 8 -0.590000 404.000000 2.000000 0.500000 402.000000
Clas Ohlson B 12 -0.980000 974.400000 1.400000 0.140000 972.999996
ASSA ABLOY B 3 -0.580000 775.200000 -3.800000 -0.490000 779.000001
EQT 4 -1.340000 825.200000 -6.800000 -0.820000 832.000000
Addnode Group B 11 0.120000 903.100000 -17.900000 -1.940000 921.000003
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 -0.160000 916.750000 -23.250000 -2.470000 940.000000
Alimak Group 11 -1.560000 904.200000 -23.800000 -2.560000 927.999996
Indutrade 5 -0.670000 1182.000000 -36.000000 -2.960000 1218.000000
Latour B 4 -0.640000 810.800000 -46.200000 -5.390000 857.000000
Vitec Software Group B 2 -2.080000 1037.000000 -50.000000 -4.600000 1087.000000
Bufab 3 -1.200000 1038.000000 -71.000000 -6.400000 1109.000001
Hexagon B 26 -1.630000 3377.400000 -83.600000 -2.420000 3461.000010
BHG Group 97 -0.910000 1368.670000 -90.330000 -6.190000 1458.999989
INVISIO 16 -0.660000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 45338.010000 282.010000 -7.00447% 45056.000411

Updated:¶

'2023-07-05 10:02:00.227635'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶